Riggs National Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0672 | 9.00 | |
| 0.0518 | 27.73 | |
| 0.9401 | 387.50 | |
| 0.2834 | 3.47 |
Estimation Period:
Jan 1, 1990 to May 13, 2005
Jan 1, 1990 to May 13, 2005
News Impact Curve
Volatility Forecasts
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